MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading.
Xi ChengJinghao ZhangYunan ZengWenfang XuePublished in: PKDD (4) (2024)
Keyphrases
- dynamic programming
- reinforcement learning
- detection method
- clustering method
- significant improvement
- optimal control
- pairwise
- cost function
- policy search
- gaussian distribution
- high precision
- high accuracy
- support vector machine
- classification accuracy
- neural network
- learning process
- optimal solution
- feature extraction
- decision trees
- genetic algorithm
- machine learning